AVTR Options History — November 2021

In November 2021, AVTR traded between $38.07 and $40.13. ATM implied volatility averaged 33.3%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 0.3% (HV 20d: 33.6%). Max pain ranged from $37.50 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2021-11-18: Highest Volume — 5,150 contracts
  • 2021-11-05: Largest IV spike — 10.3% change
  • 2021-11-08: Highest IV Rank — 51.1%
  • 2021-11-30: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.20$38.07$40.13$39.80$39.59
Max Pain$39.29$37.50$40.00$37.50$40.00
ATM IV33.3%30.9%37.4%30.9%36.9%
Expected Move9.4%8.9%10.6%8.9%10.6%
HV 20d33.6%23.0%43.3%41.9%23.0%
HV 60d31.5%30.9%32.3%30.9%32.1%
IV Rank39.4%30.2%51.1%30.2%49.8%
IV Percentile42.7%29.4%65.5%29.4%65.5%
Term Structure0.1%-2.4%1.5%0.1%-2.4%
VWIV32.9%30.2%36.7%30.2%36.7%
Skew 25d1.1%-0.9%2.4%0.3%1.4%
Skew 10d1.9%-7.6%12.0%-7.6%2.1%
Call IV 25d32.5%30.9%36.5%30.9%36.5%
Put IV 25d33.6%31.2%37.9%31.2%37.9%
Bid-Ask Spread %60.2414.4281.3747.1666.04
Gamma HHI0.450.340.650.380.37
Net GEX1.8M1.1M3.1M1.9M1.7M
Net DEX-20.4M-29.4M-11.0M-24.9M-24.0M
Net VEX-129.5K-150.3K-110.3K-131.1K-149.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.232.080.690.58
Total Volume2,372.5711,1485,1501,9762,988
Total OI35,391.09519,06944,07637,94423,598

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$39.80$37.5030.9%8.9%41.9%30.2%30.2%0.3%0.1%1.9M-24.9M-131.1K0.6947.16N/AN/A1,17180527,20110,743
2021-11-02$39.89$37.5031.5%9.0%41.9%31.7%31.9%-0.9%0.2%2.3M-29.4M-138.3K0.6143.41N/AN/A1,23575227,60110,987
2021-11-03$39.53$37.5032.0%9.2%42.0%35.2%33.8%0.3%-0.7%1.7M-22.5M-129.5K0.6314.42N/AN/A1,09869627,99411,161
2021-11-04$38.88$37.5032.9%9.2%42.2%38.4%32.3%0.6%-0.3%1.6M-18.9M-128.0K2.0857.63N/AN/A6991,45428,07811,194
2021-11-05$38.13$37.5036.2%9.8%42.6%48.0%33.5%1.2%-0.6%1.2M-13.2M-123.8K0.2967.96N/AN/A1,66749128,34211,594
2021-11-08$38.89$37.5037.4%9.7%43.3%51.1%33.5%1.2%-0.5%1.7M-21.0M-127.6K0.4366.65N/AN/A1,32656429,08411,672
2021-11-09$39.02$40.0036.6%9.6%29.8%49.1%33.5%1.9%-0.1%1.7M-19.8M-124.0K1.1552.39N/AN/A54963228,64611,788
2021-11-10$38.39$40.0034.2%9.8%30.5%42.2%33.1%0.9%-0.1%1.3M-14.3M-118.0K0.5862.40N/AN/A95555728,69411,901
2021-11-11$38.39$40.0033.3%9.5%30.3%39.5%32.6%1.0%0.1%1.3M-13.8M-115.4K0.9858.37N/AN/A58156728,79711,937
2021-11-12$38.07$40.0032.2%9.2%29.7%36.6%32.1%0.5%1.0%1.1M-11.0M-110.3K1.2234.22N/AN/A76793528,91411,981
2021-11-15$38.54$40.0032.9%9.4%30.0%38.6%32.8%0.4%0.3%1.5M-14.3M-111.7K0.6167.22N/AN/A1,49291629,22412,376
2021-11-16$39.70$40.0031.4%9.0%31.5%34.3%31.7%1.2%0.8%2.5M-25.2M-119.1K0.4368.10N/AN/A1,60168829,98512,426
2021-11-17$39.33$40.0031.4%9.0%31.6%34.2%32.0%1.3%0.7%2.6M-22.2M-122.1K1.3761.62N/AN/A53273031,06812,503
2021-11-18$39.24$40.0031.5%9.0%31.6%34.5%31.3%1.6%1.5%2.8M-20.7M-119.2K0.2364.13N/AN/A4,19795331,03312,494
2021-11-19$39.58$40.0032.5%9.3%31.3%37.2%32.9%1.8%1.0%3.1M-24.2M-136.3K1.1069.06N/AN/A1,1241,24031,24612,830
2021-11-22$40.13$40.0032.5%9.3%31.3%37.4%32.5%1.5%0.4%1.2M-21.0M-136.1K0.5165.78N/AN/A2,4841,27214,2464,823
2021-11-23$39.00$40.0033.2%9.5%33.2%39.2%33.1%1.9%-0.4%1.3M-17.8M-137.9K0.7368.91N/AN/A1,5541,13915,8434,883
2021-11-24$39.58$40.0032.3%9.2%32.7%36.6%32.2%2.4%0.3%1.5M-21.1M-144.1K1.0080.50N/AN/A1,2561,25116,1415,136
2021-11-26$39.72$40.0034.5%9.9%31.2%43.1%34.6%1.6%0.7%1.5M-23.2M-146.1K0.2481.37N/AN/A4,08296216,5015,191
2021-11-29$39.90$40.0033.5%9.6%23.5%40.2%33.7%0.5%0.4%1.8M-25.7M-150.3K1.0067.76N/AN/A93392918,1575,200
2021-11-30$39.59$40.0036.9%10.6%23.0%49.8%36.7%1.4%-2.4%1.7M-24.0M-149.8K0.5866.04N/AN/A1,8911,09718,3905,208